+576.8%
ASTS vs AEE
+67.6%
+509.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.0% | +5.2% | +6.1% |
| 7D | +18.5% | +1.3% | +17.2% | +18.5% |
| 30D | -8.1% | -1.2% | -6.8% | -8.1% |
| 3M | -28.2% | +1.0% | -29.2% | -28.4% |
| 6M | -26.1% | -2.3% | -23.8% | -26.2% |
| YTD | -9.0% | +9.1% | -18.1% | -9.3% |
| 1Y | +62.2% | +10.6% | +51.6% | +61.5% |
| 3Y | +1,621.9% | +48.5% | +1,573.4% | +1,607.2% |
| 5Y | +457.0% | +39.9% | +417.2% | +454.7% |
| All | +576.8% | +67.6% | +509.2% | +581.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded AEE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling